+742.3%
ENTG vs MTSI
+513.8%
+228.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.4% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | -4.7% | +2.1% | -6.8% | -6.4% |
| 3M | -0.7% | -29.7% | +29.0% | +19.7% |
| 6M | +7.7% | +12.5% | -4.8% | +2.6% |
| YTD | +65.1% | +57.0% | +8.0% | +32.7% |
| 1Y | +74.8% | +103.9% | -29.1% | +23.6% |
| 3Y | +36.9% | +223.6% | -186.7% | -22.1% |
| 5Y | +16.1% | +321.6% | -305.4% | -40.0% |
| All | +742.3% | +513.8% | +228.5% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling